Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,37% | 5,38 CHF | 5,40 CHF | 22 000 | 22 000 | 21 982 | 21 982 | 118 241 CHF | 118 681 CHF | 98,68% | 98,68% |
14/08/2024 | 0,37% | 5,37 CHF | 5,39 CHF | 21 500 | 21 500 | 21 485 | 21 485 | 115 412 CHF | 115 842 CHF | 98,96% | 98,96% |
13/08/2024 | 0,37% | 5,39 CHF | 5,41 CHF | 22 000 | 22 000 | 22 424 | 22 424 | 120 924 CHF | 121 372 CHF | 98,50% | 98,50% |
12/08/2024 | 0,37% | 5,39 CHF | 5,41 CHF | 22 500 | 22 500 | 22 478 | 22 478 | 121 303 CHF | 121 753 CHF | 98,96% | 98,96% |
09/08/2024 | 0,37% | 5,39 CHF | 5,41 CHF | 22 500 | 22 500 | 22 443 | 22 443 | 121 112 CHF | 121 561 CHF | 86,79% | 86,79% |
08/08/2024 | 0,37% | 5,37 CHF | 5,39 CHF | 21 000 | 21 000 | 21 087 | 21 087 | 113 268 CHF | 113 690 CHF | 98,95% | 98,95% |
07/08/2024 | 0,37% | 5,36 CHF | 5,38 CHF | 20 500 | 20 500 | 20 575 | 20 575 | 110 309 CHF | 110 721 CHF | 98,92% | 98,92% |
06/08/2024 | 0,37% | 5,37 CHF | 5,39 CHF | 21 000 | 21 000 | 20 999 | 20 999 | 112 921 CHF | 113 341 CHF | 94,14% | 94,14% |
02/08/2024 | 0,37% | 5,36 CHF | 5,38 CHF | 20 000 | 20 000 | 19 799 | 19 799 | 105 903 CHF | 106 299 CHF | 98,96% | 98,96% |
31/07/2024 | 0,38% | 5,30 CHF | 5,32 CHF | 18 500 | 18 500 | 17 409 | 17 409 | 91 896 CHF | 92 245 CHF | 77,86% | 77,86% |